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Bakkt, Inc. BKKT

i

Market datapartial · fetched 2026-11-06T14:32:43.373Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T14:32:34.25596536Z

FundamentalsAlpha Vantage · unavailable

Share price$4.19
1D+0.5%
$4.20$4.27$4.34$4.40$4.475:30 AM6:30 AM9:00 AM1:00 PMBKKT
Sold putSold call

Bakkt, Inc. options

Live interpolated BKKT call and put midpoint premiums by absolute delta.Bakkt, Inc.$0.07$0.31$0.56$0.80$1.04$3.09$3.66$4.22$4.78$5.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKKT spot · $4.19BKKT PRICE$0.10$0.13$0.16$0.20$0.24$0.28$0.33$0.38$0.42$0.49$0.58$0.68$0.77$0.12$0.16$0.20$0.23$0.29$0.35$0.41$0.47$0.53$0.63$0.73$0.83$0.97
PutsFair1.02×
CallsExpensive1.15×
SkewBullish-10.22 pp
Implied moveBearish±$0.73
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.27164.9%28.1%3.56156.9%17.9%
25Δ5.00158.2%22.3%3.69154.8%15.7%
30Δ4.85158.9%19.6%3.82152.6%13.6%
35Δ4.70159.5%17.0%3.95150.5%11.4%
40Δ4.55160.2%14.3%4.07149.2%9.8%
45Δ4.42159.3%12.3%4.18148.5%8.6%
50Δ4.31157.5%10.6%4.29147.8%7.4%
55Δ4.19155.7%8.9%4.40147.1%6.3%
60Δ4.07153.9%7.2%4.51146.4%5.1%
65Δ3.94154.3%5.8%4.64145.6%4.3%
70Δ3.81157.7%4.8%4.77144.9%3.5%
75Δ3.68161.1%3.9%4.91144.1%2.7%
80Δ3.54164.5%2.9%5.08144.3%2.0%

20Δ

Calls
Pseudo strike
5.27
IV
164.9%
B/E move
28.1%
Puts
Pseudo strike
3.56
IV
156.9%
B/E move
17.9%

25Δ

Calls
Pseudo strike
5.00
IV
158.2%
B/E move
22.3%
Puts
Pseudo strike
3.69
IV
154.8%
B/E move
15.7%

30Δ

Calls
Pseudo strike
4.85
IV
158.9%
B/E move
19.6%
Puts
Pseudo strike
3.82
IV
152.6%
B/E move
13.6%

35Δ

Calls
Pseudo strike
4.70
IV
159.5%
B/E move
17.0%
Puts
Pseudo strike
3.95
IV
150.5%
B/E move
11.4%

40Δ

Calls
Pseudo strike
4.55
IV
160.2%
B/E move
14.3%
Puts
Pseudo strike
4.07
IV
149.2%
B/E move
9.8%

45Δ

Calls
Pseudo strike
4.42
IV
159.3%
B/E move
12.3%
Puts
Pseudo strike
4.18
IV
148.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
4.31
IV
157.5%
B/E move
10.6%
Puts
Pseudo strike
4.29
IV
147.8%
B/E move
7.4%

55Δ

Calls
Pseudo strike
4.19
IV
155.7%
B/E move
8.9%
Puts
Pseudo strike
4.40
IV
147.1%
B/E move
6.3%

60Δ

Calls
Pseudo strike
4.07
IV
153.9%
B/E move
7.2%
Puts
Pseudo strike
4.51
IV
146.4%
B/E move
5.1%

65Δ

Calls
Pseudo strike
3.94
IV
154.3%
B/E move
5.8%
Puts
Pseudo strike
4.64
IV
145.6%
B/E move
4.3%

70Δ

Calls
Pseudo strike
3.81
IV
157.7%
B/E move
4.8%
Puts
Pseudo strike
4.77
IV
144.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
3.68
IV
161.1%
B/E move
3.9%
Puts
Pseudo strike
4.91
IV
144.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
3.54
IV
164.5%
B/E move
2.9%
Puts
Pseudo strike
5.08
IV
144.3%
B/E move
2.0%

Options history

IV · four-Friday blend114.26%
Daily close
BKKT75.2%166.7%258.3%2026-08-10: 158.89%2026-08-11: 111.77%2026-08-12: 108.74%2026-08-13: 96.37%2026-08-14: 98.33%2026-08-17: 185.70%2026-08-18: 90.55%2026-08-19: 245.68%2026-08-20: 138.44%2026-08-21: 115.76%2026-08-24: 103.83%2026-08-25: 123.44%2026-08-26: 88.61%2026-08-27: 153.57%2026-08-28: 98.47%2026-08-31: 88.96%2026-09-01: 88.34%2026-09-02: 115.06%2026-09-03: 97.90%2026-09-04: 90.88%2026-09-08: 108.22%2026-09-09: 98.42%2026-09-10: 116.24%2026-09-11: 123.76%2026-09-14: 124.49%2026-09-15: 116.11%2026-09-16: 219.62%2026-09-17: 122.74%2026-09-18: 124.13%2026-09-21: 91.15%2026-09-22: 114.22%2026-09-23: 103.95%2026-09-24: 122.80%2026-09-25: 108.87%2026-09-28: 94.68%2026-09-29: 120.40%2026-09-30: 119.01%2026-10-01: 136.16%2026-10-02: 90.07%2026-10-05: 99.32%2026-10-06: 90.32%2026-10-07: 147.62%2026-10-09: 109.58%2026-10-12: 87.80%2026-10-13: 106.65%2026-10-14: 114.16%2026-10-16: 116.23%2026-10-19: 108.40%2026-10-20: 116.76%2026-10-21: 154.23%2026-10-22: 166.78%2026-10-23: 112.67%2026-10-26: 113.57%2026-10-27: 164.13%2026-10-28: 161.65%2026-10-29: 155.13%2026-10-30: 114.26%Aug 10Sep 18Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
158.89%
111.77%
108.74%
96.37%
98.33%
185.70%
90.55%
245.68%
138.44%
115.76%
103.83%
123.44%
88.61%
153.57%
98.47%
88.96%
88.34%
115.06%
97.90%
90.88%
108.22%
98.42%
116.24%
123.76%
124.49%
116.11%
219.62%
122.74%
124.13%
91.15%
114.22%
103.95%
122.80%
108.87%
94.68%
120.40%
119.01%
136.16%
90.07%
99.32%
90.32%
147.62%
109.58%
87.80%
106.65%
114.16%
116.23%
108.40%
116.76%
154.23%
166.78%
112.67%
113.57%
164.13%
161.65%
155.13%
114.26%